4 Answers
4

I usually change mine as part of any service, so generally twice a year. Obviously this will depend on how much you use the car and what sort of environment you're in - if you drive it a lot in dusty conditions you may well need to do it more often.

As Gabriel says, its a cheap thing to replace, and a clogged filter will adversely affect your power and economy, so if in doubt, change it.

I used to change mine at the factory recommended change interval (severe service, since my car sees lots of dirt roads). I believe that was 15k miles. It was always pretty dirty looking when removed, but no differences in performance or MPG noted due to replacement.

Upsides to more frequent changes:
- Cleaner air should mean more MPG and performance
- Do it automatically with every oil change and you'll never have to give it any thought

Downsides:
- Wallet is lighter (although, that weight reduction may also help performance ;-) )
- Chance of breaking fragile clips that hold the air filter box together (some cars)
- Can be a royal pain to get to (especially on some newer cars)

Replacing it at every oil change seems kind of excessive -- but then, I don't know how often you change your oil! ;) I usually do it annually, but my owner's manual says every 20K miles.
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TMNMar 8 '12 at 19:40

I do my oil changes every 3,000 miles as my cars see beyond severe service (track days as well as dirt/gravel rallyes). I do NOT replace or clean my current filters that often, only as needed... I used to have an HKS foam filter setup that required changes with every oil change as it would start to break up not to many more miles than that. Many people I know are now on the 15k mile oil change schedule. With a stock paper filter, I'd probably do it every oil change in that case.
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Brian KnoblauchMar 8 '12 at 19:46